-66.6%
LSPD vs SPY
+145.4%
-212.1%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.7% |
| 7D | -3.4% | +3.3% | -6.7% | -9.6% |
| 30D | -5.5% | -2.7% | -2.8% | -0.3% |
| 3M | -3.5% | -1.7% | -1.8% | 0.0% |
| 6M | +11.4% | +3.1% | +8.3% | +3.6% |
| YTD | -16.5% | +11.9% | -28.4% | -34.4% |
| 1Y | -21.1% | +12.0% | -33.1% | -38.0% |
| 3Y | -35.1% | +78.2% | -113.3% | -82.7% |
| 5Y | -85.5% | +73.2% | -158.7% | -95.3% |
| All | -66.6% | +145.4% | -212.1% | -94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling